1) What does "create on an exclusive menu" mean? 2) "what can i do to work with embbed php code"? -- You know how PHP works, right? From another perspective, you already have "embedded" PHP on the page so what is the question?
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s_ha_dum♦Aug 20 '13 at 1:52

As far as the "embedded" PHP, you already have it. Everything in that code is PHP. You can add whatever other PHP you want inside that callback (my_custom_submenu_page_callback) and it should work so long as the PHP itself is valid and you watch out for variable scope and such.

Your capability-- manage_options-- may need to be changed. That depends on how you want it to work.